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Sun in Cycles Render makes circle shadows

Hi everyone!
I am VERY fresh to Blender and, as much as it is, am not artist (I am working with existing objects). My task is to learn how to create lightmaps (and lightmaps only, not baking textures) for many object using Cycles Render.
Not long ago I started experiments with ambient occlusion, environment and different sources of lighting: point, spot and - most important - sun.
Thing is, sun works somehow strangely. That's how point lamp shadows in preview renderer looks like (in the room).
And that's how sun makes shadows through the windows:
As you see, it creates strange circles of light instead of parallelograms.
For the great justice, I simulated sun as not so far placed sun and received not the best but seems-to-be-true lighting:
What has happened? Why sun in Cycles works so strangely?
As a newbie (means I do not know all details of lighting, parameters of rendering and baking), I'd appreciate for any adequate answer.